+1,679.9%
MU vs TTMI
+278.7%
+1,401.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +9.0% | +2.9% | +8.7% |
| 7D | +2.0% | +7.2% | -5.2% | 0.0% |
| 30D | -18.0% | -28.7% | +10.7% | -8.9% |
| 3M | -6.6% | -39.8% | +33.2% | +9.3% |
| 6M | +2.0% | -51.7% | +53.8% | +30.5% |
| YTD | +184.5% | +14.1% | +170.4% | +162.4% |
| 1Y | +236.9% | +16.0% | +220.9% | +208.0% |
| 3Y | +987.0% | +452.7% | +534.3% | +483.7% |
| 5Y | +1,014.6% | +451.5% | +563.1% | +479.2% |
| 10Y | +4,609.2% | +443.1% | +4,166.1% | +2,296.9% |
| All | +1,679.9% | +278.7% | +1,401.2% | +434.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TTMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling